+40.7%
BSX vs ROIV
+232.7%
-192.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.7% |
| 7D | +2.0% | +0.6% | +1.4% | +2.0% |
| 30D | +0.1% | +1.0% | -0.8% | 0.0% |
| 3M | -2.1% | +18.3% | -20.4% | -3.2% |
| 6M | -33.8% | +18.3% | -52.1% | -34.6% |
| YTD | -49.9% | +61.0% | -110.8% | -51.4% |
| 1Y | -55.4% | +177.9% | -233.3% | -58.2% |
| 3Y | -10.9% | +199.1% | -209.9% | -17.5% |
| 5Y | +6.4% | +250.7% | -244.3% | -7.0% |
| All | +40.7% | +232.7% | -192.0% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling